Concepedia
Statistics
Publications
32
Citations
1.1K
H-Index
18
Active since
1995
Affiliations
Université Libre de Bruxelles(Current)
Ghent University
Centre de Recherche en Économie et Statistique
ENSAE Paris
KU Leuven
Griselda Deelstra is an author at Université Libre de Bruxelles specializing in business, finance, and asset pricing.
Top concepts
BusinessFinanceAsset PricingEconomicsEngineeringOption PricingMathematical ProgrammingManagementInsuranceProbability
Publications per year
1995–2020
Optimal investment strategies in the presence of a minimum guarantee
Griselda Deelstra, Martino Grasselli, Pierre‐François Koehl · Insurance Mathematics and Economics · 2003 · 213 citations
Economics, Financial Economics, Asset Pricing +11
Convergence of discretized stochastic (interest rate) processes with stochastic drift term
Griselda Deelstra, Freddy Delbaen · Applied Stochastic Models and Data Analysis · 1998 · 117 citations
Large Deviations, Engineering, Euler Discretization Scheme +13
Static super-replicating strategies for a class of exotic options
Xianmei Chen, Griselda Deelstra, Jan Dhaene et al. · Insurance Mathematics and Economics · 2008 · 90 citations · Full text
Mathematical Programming, Engineering, Randomized Algorithm +7
Dual Formulation of the Utility Maximization Problem Under Transaction Costs
Griselda Deelstra, Huyên Pham, Nizar Touzi · The Annals of Applied Probability · 2001 · 85 citations · Full text
Mathematical Programming, Engineering, Utility Function +23
Bounds for the price of discrete arithmetic Asian options
Michèle Vanmaele, Griselda Deelstra, Jan Liinev et al. · Journal of Computational and Applied Mathematics · 2005 · 69 citations
Mathematical Programming, Option Pricing, Asset Pricing +4
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